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GSHIX vs. CPMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSHIX vs. CPMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs High Yield Fund (GSHIX) and Changing Parameters Fund (CPMPX). The values are adjusted to include any dividend payments, if applicable.

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GSHIX vs. CPMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSHIX
Goldman Sachs High Yield Fund
-1.97%8.53%6.91%12.46%-13.80%4.13%5.48%15.54%-3.69%6.19%
CPMPX
Changing Parameters Fund
0.09%6.65%-3.47%8.13%-0.22%3.86%13.43%6.82%-1.19%5.29%

Returns By Period

In the year-to-date period, GSHIX achieves a -1.97% return, which is significantly lower than CPMPX's 0.09% return. Over the past 10 years, GSHIX has outperformed CPMPX with an annualized return of 4.86%, while CPMPX has yielded a comparatively lower 4.32% annualized return.


GSHIX

1D
0.18%
1M
-2.46%
YTD
-1.97%
6M
-0.53%
1Y
5.80%
3Y*
7.21%
5Y*
2.73%
10Y*
4.86%

CPMPX

1D
0.00%
1M
-1.12%
YTD
0.09%
6M
1.24%
1Y
6.34%
3Y*
3.14%
5Y*
2.65%
10Y*
4.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSHIX vs. CPMPX - Expense Ratio Comparison

GSHIX has a 0.71% expense ratio, which is lower than CPMPX's 2.90% expense ratio.


Return for Risk

GSHIX vs. CPMPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSHIX
GSHIX Risk / Return Rank: 8080
Overall Rank
GSHIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GSHIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSHIX Omega Ratio Rank: 8787
Omega Ratio Rank
GSHIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
GSHIX Martin Ratio Rank: 7878
Martin Ratio Rank

CPMPX
CPMPX Risk / Return Rank: 9898
Overall Rank
CPMPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CPMPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
CPMPX Omega Ratio Rank: 9898
Omega Ratio Rank
CPMPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
CPMPX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSHIX vs. CPMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Fund (GSHIX) and Changing Parameters Fund (CPMPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GSHIXCPMPXDifference

Sharpe ratio

Return per unit of total volatility

1.54

3.43

-1.88

Sortino ratio

Return per unit of downside risk

2.21

5.56

-3.36

Omega ratio

Gain probability vs. loss probability

1.37

1.91

-0.54

Calmar ratio

Return relative to maximum drawdown

1.66

4.84

-3.19

Martin ratio

Return relative to average drawdown

7.52

19.28

-11.76

GSHIX vs. CPMPX - Sharpe Ratio Comparison

The current GSHIX Sharpe Ratio is 1.54, which is lower than the CPMPX Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of GSHIX and CPMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSHIXCPMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

3.43

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.70

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

1.38

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

1.10

-0.03

Correlation

The correlation between GSHIX and CPMPX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GSHIX vs. CPMPX - Dividend Comparison

GSHIX's dividend yield for the trailing twelve months is around 6.14%, more than CPMPX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
GSHIX
Goldman Sachs High Yield Fund
6.14%6.53%6.47%6.01%4.41%4.83%5.45%5.64%5.85%5.42%5.54%6.33%
CPMPX
Changing Parameters Fund
3.82%3.83%0.00%4.26%5.03%4.24%6.94%2.85%1.71%3.32%2.25%1.51%

Drawdowns

GSHIX vs. CPMPX - Drawdown Comparison

The maximum GSHIX drawdown since its inception was -34.42%, which is greater than CPMPX's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for GSHIX and CPMPX.


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Drawdown Indicators


GSHIXCPMPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-8.87%

-25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-1.31%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

-8.13%

-9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-23.06%

-8.13%

-14.93%

Current Drawdown

Current decline from peak

-2.48%

-1.83%

-0.65%

Average Drawdown

Average peak-to-trough decline

-3.05%

-1.87%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.33%

+0.42%

Volatility

GSHIX vs. CPMPX - Volatility Comparison

Goldman Sachs High Yield Fund (GSHIX) has a higher volatility of 1.52% compared to Changing Parameters Fund (CPMPX) at 0.78%. This indicates that GSHIX's price experiences larger fluctuations and is considered to be riskier than CPMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSHIXCPMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.78%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

1.38%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

1.90%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

3.83%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

3.13%

+2.74%